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ARDL (1,0,3,0)

Posted: Fri May 23, 2014 4:12 am
by Milk88
Dear all,

Im new to ARDL, Im dying to know what the meaning of ardl (1,0,3,0) like attached file. Some articles using (1,0,0,1,1) and others. Is this lag for each variables? If yes, how to find it using eviews? Please help. Im really dying to know what is that. It appears in many journal article that applied ARDL.

Re: ARDL (1,0,3,0)

Posted: Mon May 26, 2014 2:21 pm
by nishantvats12
Hi Milk88,

You might consider watching this video https://www.youtube.com/watch?v=NYZOXr-zWMA to understand how to run ARDL model in EViews.
Alternatively for a better understanding of ARDL approach consider reading the following two blog posts by Prof. Giles.

1. http://davegiles.blogspot.in/2013/03/ar ... art-i.html
2. http://davegiles.blogspot.in/2013/06/ar ... tests.html